Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
19,452 documents
The article defines altcoins broadly as cryptocurrencies other than Bitcoin and groups many of them into four categories: utility tokens, security tokens, non-fungible tokens, and stablecoins. Utility tokens can provide access to network services or…
The article explains open interest as the number of derivatives contracts that remain open and presents it as a measure of participation in crypto futures markets. It recommends reading changes in OI alongside price: rising OI with rising prices may support…
This document describes Hummingbot’s Gemini spot connector, which connects to a centralized exchange order book through REST and WebSocket interfaces. It lists supported order types and gives basic steps for creating trading API credentials and connecting…
The document presents prompt patterns for using a crypto market data assistant. It covers broad ticker scans, candle and indicator analysis, comparisons across timeframes or venues, order book depth checks, news context, and recurring reports. Its central…
This draft presents a research framework for estimating short-horizon crypto prices from fixed-interval data. It resamples futures and spot mid-prices at 100-millisecond intervals, derives returns, and preprocesses order-book imbalance features. The proposed…
This example shows how to run a historical backtest of a cryptocurrency portfolio using a drift rebalancer and Alpaca’s backtesting data source. The described method compares holdings with target weights and trades assets that have drifted from those…
The document explains dollar-cost averaging (DCA): investing a fixed amount at regular intervals instead of committing the full investment at once. Because each contribution buys at the asset’s current price, the investor acquires more units when prices are…
This article explains why total value locked can give a misleading impression of a decentralized finance protocol’s health. TVL rises or falls with the market prices of deposited assets, so a decline may reflect falling token prices rather than users…
The document explains how implied volatility (IV) surfaces organized by option moneyness can help identify relative pricing anomalies. A floating surface compares options at their actual listed expirations, while a constant surface interpolates or…
This article applies the stock-to-flow ratio to Bitcoin as a scarcity-based valuation approach. It defines stock as the existing supply and flow as new annual issuance, then estimates Bitcoin’s annual production from the change in supply over a year. Using…
This guide summarizes Brazilian tax reporting points for people holding or transacting in crypto assets. It states that the tax year runs from January through December and gives the following April’s last business day as the reporting deadline, with April 30…
This weekly market review surveys Bitcoin and Ether options through realized and implied volatility, term structure, skew, relative value, option flows, and dealer gamma positioning. It describes falling front-end implied volatility, a pronounced shift…
This tutorial demonstrates replaying Binance level-two order book snapshots and updates in a backtest engine. It describes rebuilding the book from timestamped deltas, then checking the best bid and ask sizes after each update. When the larger side exceeds a…
This guide explains how to connect a MetaMask wallet to Dexalot’s Avalanche subnet, install Hummingbot and Gateway, and configure a simple ALOT-USDC market-making bot. It covers funding the subnet portfolio, setting credentials, linking the wallet, choosing…
The document explains volatility cones as percentile benchmarks of historical realized volatility across several lookback periods. Traders compare current realized volatility with levels such as the lower quartile, median, and upper quartile to judge whether…
The study describes a machine-learning approach for classifying the optimal rebalance frequency of a two-asset portfolio strategy. It uses minute-level prices for 50 Binance crypto assets from 2022 and 2023, forms asset pairs, and groups them by correlation.…
This mid-week recap summarizes conditions in Bitcoin and Ether derivatives as of January 18, 2023. It highlights realized volatility returning above 20%, a shift to inverted term structures, and a complete reversal in skew. These measures describe different…
The document distinguishes scalping, day trading, swing trading, and position trading by their typical time frames and holding periods. It explains that cryptocurrencies trade continuously, without regional market sessions or weekend closures, so the…
This market recap interprets Bitcoin and Ether options volatility, term structure, skew, trading flows, and dealer gamma around anticipated spot ETF decisions. It reports rising implied volatility alongside stable recent realized volatility, with Bitcoin’s…
The article examines price differences between a domestic Bitcoin exchange and a foreign exchange. Its initial strategy is to buy Bitcoin abroad, transfer it to the domestic venue, and sell at the higher local price. The author accounts for purchase,…
This overview compares hardware, desktop, web, mobile, and paper wallets for storing cryptocurrency keys. It explains the central custody issue: control of private keys governs access to funds, so loss or theft of the keys can mean loss of access. Offline…
This Hummingbot guide explains how to cap the amount of a token that bots may use from an exchange or wallet. The feature is useful when multiple bots share an account and token, since it can constrain each bot’s usable balance. The guide describes setting a…
This weekly crypto market snapshot combines regulatory and company news with indicators of institutional activity and derivatives positioning. It covers the launch of XRP and Dogecoin ETFs, Tether’s U.S.-focused stablecoin, a large corporate Solana purchase,…
This survey reports how U.S. crypto holders perceive tax complexity and how tax concerns influence their investment choices. Respondents commonly expressed concern about effects on returns, confusion over reporting, rates, staking, and rewards, and…